On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828): Difference between revisions
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 49L20 / rank | |||
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| Property / Mathematics Subject Classification ID: 49L25 / rank | |||
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| Property / Mathematics Subject Classification ID: 49J40 / rank | |||
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| Property / Mathematics Subject Classification ID: 93C10 / rank | |||
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| Property / zbMATH DE Number: 6589234 / rank | |||
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constrained viscosity solution | |||
| Property / zbMATH Keywords: constrained viscosity solution / rank | |||
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regime-switching diffusion | |||
| Property / zbMATH Keywords: regime-switching diffusion / rank | |||
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singular stochastic control | |||
| Property / zbMATH Keywords: singular stochastic control / rank | |||
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weak dynamic programming principle | |||
| Property / zbMATH Keywords: weak dynamic programming principle / rank | |||
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quasi-variational inequality | |||
| Property / zbMATH Keywords: quasi-variational inequality / rank | |||
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Revision as of 19:44, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On singular control problems with state constraints and regime-switching: a viscosity solution approach |
scientific article |
Statements
On singular control problems with state constraints and regime-switching: a viscosity solution approach (English)
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3 June 2016
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constrained viscosity solution
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regime-switching diffusion
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singular stochastic control
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weak dynamic programming principle
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quasi-variational inequality
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